-4.9%
SHOP vs RGEN
+19.5%
-24.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.4% | +7.4% |
| 7D | -9.0% | -3.5% | -5.5% | -7.5% |
| 30D | -4.4% | -6.0% | +1.5% | -2.1% |
| 3M | +24.1% | +19.0% | +5.1% | +12.3% |
| 6M | +20.0% | +50.7% | -30.8% | -5.5% |
| YTD | -4.9% | +8.8% | -13.7% | -7.8% |
| 1Y | -4.9% | +21.3% | -26.2% | -15.4% |
| All | -4.9% | +19.5% | -24.5% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling